You can have full control over your keys if you want: https://tailscale.com/kb/1226/tailnet-lock
I've seen they offer to use Mullvad as an exit node for devices which is very cool. Sadly it seems like for this to work, you have to have them manage your Mullvad keys, which to me kind of defeats the purpose of Mullvad in some ways. But I can see how it makes sense to them from a business-perspective.